Results for M-estimators

Publications & Outputs

1. Automatic robust estimation for exponential smoothing: Perspectives from statistics and machine learning

   Barrow, D., Kourentzes, N., Sandberg, R. & Niklewski, J., 1/12/2020, In: Expert Systems with Applications. 160, 14 p., 113637.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

2. A study of Value-at-Risk based on M-estimators of the conditional heteroscedastic models

   Mukherjee, K. & Iqbal, F., 08/2012, In: Journal of Forecasting. 31, 5, p. 377-390 14 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review